Lights not casting shadows/UV mapped images dark
It sounds like you need more/better lighting in your scene. Without light sources in the scene, the only lighting is the very dark world background which doesn't emit much light so everything looks very dark.
Additionally, shadows are very weak as what little light there is is coming evenly from all directions. Background shaders actually emit light (as you want the background to do, it simulates light coming from things outside your scene) which is why that makes the objects brighter, but I am guessing you don't really want all the objects in your scene to be emitting lights.
Try adding lamps (or emission materials on appropriate objects) in logical places in your scene.  If you could include some screenshots of your setup then we would be able to help your case more specifically.